Program g02dnfe
! G02DNF Example Program Text
! Mark 28.4 Release. NAG Copyright 2022.
! .. Use Statements ..
Use nag_library, Only: g02daf, g02dnf, nag_wp
! .. Implicit None Statement ..
Implicit None
! .. Parameters ..
Integer, Parameter :: nin = 5, nout = 6
! .. Local Scalars ..
Real (Kind=nag_wp) :: rss, sestat, stat, t, tol
Integer :: i, idf, ifail, ip, irank, ldq, ldx, &
lwk, lwt, m, n
Logical :: est, svd
Character (1) :: mean, weight
! .. Local Arrays ..
Real (Kind=nag_wp), Allocatable :: b(:), cov(:), f(:), h(:), p(:), &
q(:,:), res(:), se(:), wk(:), wt(:), &
x(:,:), y(:)
Integer, Allocatable :: isx(:)
! .. Intrinsic Procedures ..
Intrinsic :: count, max
! .. Executable Statements ..
Write (nout,*) 'G02DNF Example Program Results'
Write (nout,*)
! Skip heading in data file
Read (nin,*)
! Read in the problem size
Read (nin,*) n, m, weight, mean
If (weight=='W' .Or. weight=='w') Then
lwt = n
Else
lwt = 0
End If
ldx = n
Allocate (x(ldx,m),isx(m),y(n),wt(lwt))
If (lwt>0) Then
Read (nin,*)(x(i,1:m),y(i),wt(i),i=1,n)
Else
Read (nin,*)(x(i,1:m),y(i),i=1,n)
End If
! Read in variable inclusion flags
Read (nin,*) isx(1:m)
! Calculate IP
ip = count(isx(1:m)>0)
If (mean=='M' .Or. mean=='m') Then
ip = ip + 1
End If
lwk = max(5*(ip-1)+ip*ip,ip)
ldq = n
Allocate (b(ip),se(ip),cov(ip*(ip+1)/2),res(n),h(n),q(ldq,ip+1),p(2*ip+ &
ip*ip),wk(lwk),f(ip))
! Use suggested value for tolerance
tol = 0.000001E0_nag_wp
! Fit general linear regression model
ifail = 0
Call g02daf(mean,weight,n,x,ldx,m,isx,ip,y,wt,rss,idf,b,se,cov,res,h,q, &
ldq,svd,irank,p,tol,wk,ifail)
! Display initial parameter estimates
Write (nout,*) 'Estimates from G02DAF'
Write (nout,*)
Write (nout,99999) 'Residual sum of squares = ', rss
Write (nout,99998) 'Degrees of freedom = ', idf
Write (nout,*)
Write (nout,*) 'Variable Parameter estimate Standard error'
Write (nout,*)
Write (nout,99997)(i,b(i),se(i),i=1,ip)
Write (nout,*)
i = 0
estfn_lp: Do
Read (nin,*,Iostat=ifail) f(1:ip)
If (ifail/=0) Then
Exit estfn_lp
End If
i = i + 1
! Compute the estimable function
ifail = -1
Call g02dnf(ip,irank,b,cov,p,f,est,stat,sestat,t,tol,wk,ifail)
If (ifail/=0) Then
If (ifail/=2) Then
Go To 100
End If
End If
! Display results
Write (nout,99996) 'Function ', i
Write (nout,*)
Write (nout,99995) f(1:ip)
Write (nout,*)
If (est) Then
Write (nout,99994) 'STAT = ', stat, ' SE = ', sestat, ' T = ', t
Else
Write (nout,*) 'Function not estimable'
End If
Write (nout,*)
End Do estfn_lp
100 Continue
99999 Format (1X,A,E12.4)
99998 Format (1X,A,I4)
99997 Format (1X,I6,2E20.4)
99996 Format (1X,A,I4)
99995 Format (1X,5F8.2)
99994 Format (1X,A,F10.4,A,F10.4,A,F10.4)
End Program g02dnfe